-29.6%
RIG vs ALB
-27.5%
-2.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | -2.7% | -4.4% | +1.7% | -1.4% |
| 30D | +9.5% | -1.2% | +10.7% | +9.6% |
| 3M | -6.6% | -13.3% | +6.7% | -3.4% |
| 6M | -2.9% | -19.8% | +16.9% | +1.4% |
| YTD | +39.5% | -7.9% | +47.4% | +38.4% |
| 1Y | +82.3% | +60.2% | +22.1% | +49.1% |
| 3Y | -29.6% | -26.4% | -3.1% | -41.3% |
| All | -29.6% | -27.5% | -2.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling